Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1820036.114 | 1598783.7395 | 221252.3745 | 22502772.797 | 15169042.866 | 7333729.931 |
Total P&L (%) | 1820.0361 | 1598.7837 | 221.2524 | 22502.7728 | 15169.0429 | 7333.7299 |
Avg Daily Profit (%) | 0.7879 | 0.6921 | 0.0958 | 0.2349 | 0.2179 | 0.1867 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86057 | -59587 | -68372 | -46840630 | -34676610 | -27867084 |
Profit Factor | 3.8287 | 6.2324 | 1.6549 | 1.1047 | 1.1404 | 1.0687 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.1906 | 5.1936 | 1.3791 | 0.9206 | 0.9503 | 0.8905 |
Largest Winning Trade | 1195644 | 1195644 | 83903 | 20115680 | 18726467 | 20115680 |
Largest Losing Trade | -43469 | -35792 | -43469 | -19170131 | -18447357 | -19170131 |
Avg Bars in Trades | 75 | 68 | 83 | 75 | 68 | 83 |
Avg Bars in Winners | 90 | 79 | 100 | 90 | 79 | 100 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 6667 | 3006 | 3661 | 6667 | 3006 | 3661 |
Profit Streak | 21.1146 | 0 | 70.448 | 21.1146 | 0 | 70.448 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 769477 | 771112 | -61460 | -97296 | -58964 | -137134 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912304142, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 71, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1820036.1139943767, 1598783.7394533528, 221252.3745410249, 22502772.79698217, 15169042.86602443, 7333729.930957738 ], [ 1820.036114, 1598.783739, 221.252375, 22502.772797, 15169.042866, 7333.729931 ], [ 0.787894, 0.692114, 0.09578, 0.234936, 0.217917, 0.186694 ], [ 10, 10, 10, 10, 10, 10 ], [ -86057, -59587, -68372, -46840630, -34676610, -27867084 ], [ 3.828743, 6.232363, 1.654881, 1.104714, 1.140355, 1.068654 ], [ 88, 44, 44, 88, 44, 44 ], [ 48, 24, 24, 48, 24, 24 ], [ 40, 20, 20, 40, 20, 20 ], [ 54.545455, 54.545455, 54.545455, 54.545455, 54.545455, 54.545455 ], [ 3.19062, 5.193636, 1.379067, 0.920595, 0.950296, 0.890545 ], [ 1195644, 1195644, 83903, 20115680, 18726467, 20115680 ], [ -43469, -35792, -43469, -19170131, -18447357, -19170131 ], [ 75, 68, 83, 75, 68, 83 ], [ 90, 79, 100, 90, 79, 100 ], [ 58, 54, 62, 58, 54, 62 ], [ 6667, 3006, 3661, 6667, 3006, 3661 ], [ 21.114631, 0, 70.447965, 21.114631, 0, 70.447965 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 769477, 771112, -61460, -97296, -58964, -137134 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912304142, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 71, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|